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On asymmetric costs of disequilibrium and forecasting money demand

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  • Lee, Kiseok
  • Ratti, Ronald A.

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  • Lee, Kiseok & Ratti, Ronald A., 1996. "On asymmetric costs of disequilibrium and forecasting money demand," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 271-288.
    • Handle: RePEc:eee:jmacro:v:18:y:1996:i:2:p:271-288
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    References listed on IDEAS

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    1. Hwang, Hae-shin, 1985. "Test of the Adjustment Process and Linear Homogeneity in a Stock Adjustment Model of Money Demand," The Review of Economics and Statistics, MIT Press, vol. 67(4), pages 689-692, November.
    2. Finn E. Kydland, 1989. "The role of money in a business cycle model," Discussion Paper / Institute for Empirical Macroeconomics 23, Federal Reserve Bank of Minneapolis.
    3. Stephen M. Goldfeld, 1973. "The Demand for Money Revisited," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(3), pages 577-646.
    4. Christopher A. Sims, 1989. "Models and Their Uses," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(2), pages 489-494.
    5. Goldfeld, Stephen M. & Sichel, Daniel E., 1990. "The demand for money," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 8, pages 299-356, Elsevier.
    6. Victor Zarnowitz, 1992. "Business Cycles and Growth," NBER Chapters, in: Business Cycles: Theory, History, Indicators, and Forecasting, pages 203-231, National Bureau of Economic Research, Inc.
    7. Lucas, Robert Jr., 1990. "Liquidity and interest rates," Journal of Economic Theory, Elsevier, vol. 50(2), pages 237-264, April.
    8. James Peery Cover, 1992. "Asymmetric Effects of Positive and Negative Money-Supply Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 107(4), pages 1261-1282.
    9. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
    10. Dutton, Dean S., 1978. "The economics of inflation and output fluctuations in the United States, 1952-1974," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 8(1), pages 203-231, January.
    11. Goldfeld, Stephen M & Sichel, Daniel E, 1987. "Money Demand: The Effects of Inflation and Alternative Adjustment Mechanisms," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 511-515, August.
    12. Zarnowitz, Victor, 1992. "Business Cycles," National Bureau of Economic Research Books, University of Chicago Press, number 9780226978901, April.
    13. Fuerst, Timothy S., 1992. "Liquidity, loanable funds, and real activity," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 3-24, February.
    14. Lawrence J. Christiano, 1991. "Modeling the liquidity effect of a money shock," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 15(Win), pages 3-34.
    15. Georges de Ménil & Robert J. Gordon, 1990. "International Seminar on Macroeconomics 1989," NBER Books, National Bureau of Economic Research, Inc, number de_m90-1.
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